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Reference date: |
October 29, 2021 |
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|
|
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|
|
|
|
Currency |
RUB |
|
|
|
|
Units |
1 000 000 |
|
|
|
|
|
FX and precious metals market |
Securities market |
Derivatives market |
Standardised OTC derivatives market |
|
Hypothetical capital (KCCP) |
9.03 |
1 067.90 |
22.81 |
37.24 |
|
C-factor |
0.17% |
14.88% |
0.94% |
2.37% |
|
DFCM |
2 820.00 |
2 178.00 |
930.00 |
570.00 |
|
DFCCP |
2 500.00 |
5 000.00 * |
1 500.00 |
1 000.00 |
*including additional dedicated CCP capital in amount of 3 billion RUB